ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
133-000 |
133-065 |
0-065 |
0.2% |
133-020 |
| High |
133-090 |
133-085 |
-0-005 |
0.0% |
133-055 |
| Low |
132-280 |
132-255 |
-0-025 |
-0.1% |
132-105 |
| Close |
133-015 |
132-305 |
-0-030 |
-0.1% |
132-315 |
| Range |
0-130 |
0-150 |
0-020 |
15.4% |
0-270 |
| ATR |
0-158 |
0-157 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,266,624 |
1,008,711 |
-257,913 |
-20.4% |
5,422,121 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-132 |
134-048 |
133-068 |
|
| R3 |
133-302 |
133-218 |
133-026 |
|
| R2 |
133-152 |
133-152 |
133-012 |
|
| R1 |
133-068 |
133-068 |
132-319 |
133-035 |
| PP |
133-002 |
133-002 |
133-002 |
132-305 |
| S1 |
132-238 |
132-238 |
132-291 |
132-205 |
| S2 |
132-172 |
132-172 |
132-278 |
|
| S3 |
132-022 |
132-088 |
132-264 |
|
| S4 |
131-192 |
131-258 |
132-222 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-115 |
135-005 |
133-144 |
|
| R3 |
134-165 |
134-055 |
133-069 |
|
| R2 |
133-215 |
133-215 |
133-044 |
|
| R1 |
133-105 |
133-105 |
133-020 |
133-025 |
| PP |
132-265 |
132-265 |
132-265 |
132-225 |
| S1 |
132-155 |
132-155 |
132-290 |
132-075 |
| S2 |
131-315 |
131-315 |
132-266 |
|
| S3 |
131-045 |
131-205 |
132-241 |
|
| S4 |
130-095 |
130-255 |
132-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-090 |
132-105 |
0-305 |
0.7% |
0-143 |
0.3% |
66% |
False |
False |
1,135,852 |
| 10 |
133-115 |
131-265 |
1-170 |
1.2% |
0-160 |
0.4% |
73% |
False |
False |
1,221,364 |
| 20 |
133-115 |
131-025 |
2-090 |
1.7% |
0-162 |
0.4% |
82% |
False |
False |
1,168,469 |
| 40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-160 |
0.4% |
88% |
False |
False |
1,071,756 |
| 60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-154 |
0.4% |
89% |
False |
False |
719,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-082 |
|
2.618 |
134-158 |
|
1.618 |
134-008 |
|
1.000 |
133-235 |
|
0.618 |
133-178 |
|
HIGH |
133-085 |
|
0.618 |
133-028 |
|
0.500 |
133-010 |
|
0.382 |
132-312 |
|
LOW |
132-255 |
|
0.618 |
132-162 |
|
1.000 |
132-105 |
|
1.618 |
132-012 |
|
2.618 |
131-182 |
|
4.250 |
130-258 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-010 |
132-299 |
| PP |
133-002 |
132-293 |
| S1 |
132-313 |
132-288 |
|